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Value at Risk and Bank Capital Management /

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While the highly technical measurement techniques and methodologies of Value at Risk have attracted huge interest, much less attention has been focused on how Value at Risk and the risk-adjusted performance measures such as RAROC or economic profit/EVA"· can be effectively used to improve a ban...

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Bibliographic Details
Main Author: Saita, Francesco (Author)
Corporate Author: Safari, an O'Reilly Media Company
Format: eBook
Language:English
Published: Academic Press, 2007.
Edition:1st edition.
Subjects:
Electronic books.
Online Access:Connect to this electronic resource

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